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Robust Priors in Nonlinear Panel Data Models
9 references·6 citing·42 second hop
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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2000The incidental parameter problem since 19481,128 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited
  • 2001Panel Data Models: Some Recent Developments575 cited
  • 2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models453 cited
  • 2002Orthogonal Parameters and Panel Data266 cited
  • 2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS210 cited
  • 2010Understanding Bias in Nonlinear Panel Models: Some Recent Developments177 cited
  • 2006Estimating dynamic panel data discrete choice models with fixed effects174 cited

Cited by

  • 2011Nonlinear Panel Data Analysis110 cited
  • 2017Multiple fixed effects in binary response panel data models92 cited
  • 2021Robust likelihood estimation of dynamic panel data models72 cited
  • 2013Grouped effects estimators in fixed effects models72 cited
  • 2017Inference for Large Financial Systems32 cited
  • 2015Tests for serial dependence in static, non-Gaussian factor models

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31 cited